-45.4%
M vs SHAK
+34.1%
-79.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -1.9% |
| 7D | -4.1% | -7.2% | +3.1% | -1.6% |
| 30D | -13.6% | -11.8% | -1.8% | -9.9% |
| 3M | -2.3% | +17.2% | -19.4% | -8.4% |
| 6M | +21.9% | -34.1% | +56.0% | +35.3% |
| YTD | -0.6% | -22.4% | +21.8% | +3.5% |
| 1Y | +29.7% | -35.9% | +65.6% | +44.0% |
| 3Y | +107.3% | -3.4% | +110.6% | +86.8% |
| 5Y | +20.5% | -25.4% | +45.9% | +13.0% |
| 10Y | -6.1% | +83.4% | -89.5% | -31.1% |
| All | -45.4% | +34.1% | -79.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling